Preheat the oven to 350 degrees F. Line a cookie sheet with parchment paper, set aside.
With a hand mixer, beat together the shortening, peanut butter, and sugar until smooth.
Add the dry pudding mix, eggs, additional egg yolk, and vanilla extract. On medium speed, beat for about another minute to combine.
In a separate bowl, whisk together the flour, baking soda, and salt. Add the dry ingredients to the wet ingredients in ½ cup intervals and beat until incorporated.
Using a medium cookie scoop, portion out the dough into balls.
Roll the dough between the palms of your hand creating a ball.
Then roll the cookie dough balls in granulated sugar if desired.
Place the cookie dough balls on the prepared cookie sheet about two inches apart. Using a fork, gently press the balls flat, making two indents with the fork tines in criss-crossing marks.
Bake for 9 to 12 minutes. Remove from the over and let sit on the cookie sheet for 2 minutes before transferring to a wire rack to cool completely.